+51.7%
SGI vs FHN
+59.8%
-8.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.3% |
| 7D | +1.0% | -1.0% | +1.9% | +1.4% |
| 30D | +3.9% | +0.2% | +3.7% | +3.9% |
| 3M | -0.8% | -9.0% | +8.2% | +2.3% |
| 6M | -18.0% | -6.8% | -11.1% | -15.9% |
| YTD | -27.6% | -1.5% | -26.1% | -26.9% |
| 1Y | -27.2% | +10.9% | -38.2% | -29.0% |
| 3Y | +76.0% | +119.4% | -43.4% | +43.8% |
| All | +51.7% | +59.8% | -8.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling